+224.5%
USO vs AG
+64.4%
+160.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +5.8% |
| 7D | +11.5% | -5.8% | +17.3% | +11.8% |
| 30D | +24.1% | +6.4% | +17.8% | +23.6% |
| 3M | +17.9% | +28.4% | -10.4% | +15.9% |
| 6M | +49.6% | -24.5% | +74.1% | +51.8% |
| YTD | +129.0% | +21.2% | +107.8% | +119.8% |
| 1Y | +112.0% | +114.1% | -2.1% | +89.9% |
| 3Y | +102.3% | +268.0% | -165.8% | +64.3% |
| 5Y | +224.5% | +67.3% | +157.2% | +203.3% |
| All | +224.5% | +64.4% | +160.2% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling